Browsing by Subject "nonlinear time series"
Now showing items 1-3 of 3
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(2017-08-03)We study the problem of modeling coupled dynamics in transient processes that happen in a network. The problem is considered at two levels. At the node level, the coupling between underlying sub-processes of a node in a ...
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(2012-07-16)The spectral analysis method is an important tool in time series analysis and the spectral density plays a crucial role on the spectral analysis. However, one of limitations of the spectral density is that the spectral ...
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(Texas A&M University, 2004-09-30)We investigate conditions for the ergodicity of threshold autoregressive time series by embedding the time series in a general state Markov chain and apply a FosterLyapunov drift condition to demonstrate ergodicity of the ...